This makes no sense, though. (Wanting a proxy "site", but not php/cgi [a web proxy usually speaks http/s directly...] and then source code [you want to reprogram the code?])

Whatever, I don't think he really knows what he's talking about (no offense, really) but in case he is (however, then he wouldn't ask) then he could use any Linux distribution and throw squid on it, configure authentication and voilá he's got his own proxy. He'd just need a server in the network he'd like to proxy into.

Also, he'd have to reach that proxy somehow from school then. If they have any clue what they're doing there he won't be able to (for normal users).